+8,672.7%
AMD vs MTUM
+361.2%
+8,311.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.7% |
| 7D | +14.0% | +4.1% | +9.9% | +7.2% |
| 30D | +11.0% | +0.6% | +10.3% | +10.1% |
| 3M | +9.6% | -0.6% | +10.2% | +13.4% |
| 6M | +157.1% | +25.3% | +131.8% | +90.9% |
| YTD | +143.3% | +23.8% | +119.5% | +86.5% |
| 1Y | +234.4% | +25.4% | +209.0% | +154.3% |
| 3Y | +391.2% | +117.3% | +273.9% | +70.6% |
| 5Y | +390.9% | +79.7% | +311.2% | +136.4% |
| All | +8,672.7% | +361.2% | +8,311.5% | +635.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling